| spm {SemiPar} | R Documentation |
Fit a SemiParametric regression Model
Description
spm is used to fit semiparametric
regression models using the mixed model
representation of penalized splines
(per Ruppert, Wand and Carroll, 2003).
Usage
spm(form,random=NULL,group=NULL,family="gaussian",
spar.method="REML",omit.missing=NULL)
Arguments
form |
a formula describing the model to be fit. Note, that an intercept is always included, whether given in the formula or not. |
random |
"random=~1" specifies inclusion of a random intercept according to the groups specified by the "group" argument. |
group |
a vector of labels for specifying groups. |
family |
for specification of the type of likelihood model assumed in the fitting. May be "gaussian","binomial" or "poisson" |
spar.method |
method for automatic smoothing parameter selection. May be "REML" (restricted maximum likelihood) or "ML" (maximum likelihood). |
omit.missing |
a logical value indicating whether fields with missing values are to be omitted. |
Details
See the SemiPar Users' Manual for details and examples.
Value
An list object of class "spm" containing the fitted model.
The components are:
fit |
mimics fit object of lme() for family="gaussian" and glmmPQL() for family="binomial" or family="poisson". |
info |
information about the inputs. |
aux |
auxiliary information such as variability estimates. |
Author(s)
M.P. Wand mwand@uow.edu.au (other contributors listed in SemiPar Users' Manual).
References
Ruppert, D., Wand, M.P. and Carroll, R.J. (2003)
Semiparametric Regression Cambridge University Press.
http://stat.tamu.edu/~carroll/semiregbook/
Ganguli, B. and Wand, M.P. (2005)
SemiPar 1.0 Users' Manual.
http://matt-wand.utsacademics.info/SPmanu.pdf
See Also
gam (in package ‘mgcv’)
lme (in package ‘nlme’)
glmmPQL (in package ‘MASS’)
plot.spm
summary.spm
Examples
library(SemiPar)
data(fossil)
attach(fossil)
fit <- spm(strontium.ratio~f(age))
plot(fit)
summary(fit)
data(calif.air.poll)
attach(calif.air.poll)
fit <- spm(ozone.level ~ f(daggett.pressure.gradient)+
f(inversion.base.height) +
f(inversion.base.temp))
summary(fit)
par(mfrow=c(2,2))
plot(fit)
# The SemiPar User Manual contains several other examples
# and details of plotting parameters.
#
# The current version of the manual is posted on the web-site:
#
# http://matt-wand.utsacademics.info/SPmanu.pdf